Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.549 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47306.99 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45909.0 Kr¶

PnL: ---------------------------------------> -979.57 Kr¶

DD now: ---------------------------------> -2.72 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-27 09:27:30.252977'

Anic Portfolio¶

Today¶

Return: -0.006 %¶

This Week¶

Return: -1.265 %¶

Total¶

Return: 54.871 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 -0.160000 3105.000000 178.000000 6.080000 2927.000000
HEBA B 70 0.000000 2772.000000 136.000000 5.160000 2636.000010
HMS Networks 2 -2.070000 774.400000 101.400000 15.070000 673.000000
Nordea Bank Abp 29 0.480000 3500.300000 46.300000 1.340000 3453.999992
MedCap 2 -0.220000 462.000000 41.000000 9.740000 421.000000
Samhällsbyggnadsbo. i Norden B 20 0.330000 391.100000 36.100000 10.170000 355.000000
Corem Property Group B 59 0.690000 602.980000 25.980000 4.500000 576.999999
SAAB B 8 -1.210000 3401.600000 24.600000 0.730000 3377.000000
Resurs Holding 22 0.740000 598.180000 24.180000 4.210000 573.999998
Norva24 Group 16 1.270000 560.960000 17.960000 3.310000 543.000000
AcadeMedia 12 -0.790000 574.080000 17.080000 3.070000 557.000004
Eastnine 4 0.790000 508.000000 17.000000 3.460000 491.000000
Swedbank A 3 0.550000 579.000000 15.000000 2.660000 564.000000
OEM International B 7 -0.640000 542.500000 14.500000 2.750000 527.999997
Fastighetsbolag. Emilshus Pref 21 0.180000 576.450000 14.450000 2.570000 562.000005
Intrum 4 -0.660000 541.200000 14.200000 2.690000 527.000000
Securitas B 6 0.560000 579.360000 9.360000 1.640000 570.000000
Creaspac SPAC 6 0.830000 585.600000 8.600000 1.490000 577.000002
Karnov Group 9 0.170000 540.900000 4.900000 0.910000 536.000004
Samhällsbyggnadsbo. i Norden D 12 0.880000 248.880000 2.880000 1.170000 246.000000
Coor Service Management Hold. 8 -0.370000 533.600000 1.600000 0.300000 532.000000
Boozt 12 -1.080000 1653.600000 -0.400000 -0.020000 1653.999996
Handelsbanken A 5 0.370000 542.000000 -4.000000 -0.730000 546.000000
Midsona B 63 0.440000 570.780000 -12.220000 -2.100000 582.999984
Essity B 2 0.360000 551.200000 -22.800000 -3.970000 574.000000
CTEK 13 -4.430000 507.130000 -26.870000 -5.030000 533.999999
International Petroleum Corp. 5 2.450000 565.500000 -29.070000 -4.890000 594.565215
Essity A 4 0.730000 1106.000000 -43.000000 -3.740000 1149.000000
Vivesto 1368 -1.230000 547.200000 -65.800000 -10.730000 612.999432
Sampo Oyj SDB 7 0.370000 3773.000000 -77.000000 -2.000000 3850.000000
Fasadgruppen Group 35 1.740000 3675.000000 -136.000000 -3.570000 3810.999990
Beijer Electronics Group 26 0.000000 2802.800000 -168.200000 -5.660000 2971.000006
OX2 18 -0.890000 1405.800000 -258.200000 -15.520000 1663.999992
Axfood 13 0.340000 3480.100000 -275.900000 -7.350000 3756.000001
Ovzon 52 -0.940000 2750.800000 -611.200000 -18.180000 3361.999992
TOTAL 45909.000000 -979.570000 -2.72034% 46888.564618

Updated:¶

'2023-01-27 09:27:43.127049'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶